Analyzing Markov chain Monte Carlo output
Sign Up to like & getrecommendations! Published in 2020 at "Wiley Interdisciplinary Reviews: Computational Statistics"
DOI: 10.1002/wics.1501
Abstract: Markov chain Monte Carlo (MCMC) is a sampling‐based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be difficult to… read more here.
Keywords: markov chain; chain monte; monte carlo;
Improving probabilistic hydroclimatic projections through high-resolution convection-permitting climate modeling and Markov chain Monte Carlo simulations
Sign Up to like & getrecommendations! Published in 2019 at "Climate Dynamics"
DOI: 10.1007/s00382-019-04702-7
Abstract: Understanding future changes in hydroclimatic variables plays a crucial role in improving resilience and adaptation to extreme weather events such as floods and droughts. In this study, we develop high-resolution climate projections over Texas by… read more here.
Keywords: convection permitting; high resolution; monte carlo; climate ... See more keywords
Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo
Sign Up to like & getrecommendations! Published in 2021 at "Computational Economics"
DOI: 10.1007/s10614-021-10155-0
Abstract: Over the last decade, agent-based models in economics have reached a state of maturity that brought the tasks of statistical inference and goodness-of-fit of such models on the agenda of the research community. While most… read more here.
Keywords: monte carlo; based models; chain monte; markov chain ... See more keywords
Ensemble preconditioning for Markov chain Monte Carlo simulation
Sign Up to like & getrecommendations! Published in 2018 at "Statistics and Computing"
DOI: 10.1007/s11222-017-9730-1
Abstract: We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighbouring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics,… read more here.
Keywords: chain monte; markov chain; monte carlo;
Markov chain Monte Carlo with the Integrated Nested Laplace Approximation
Sign Up to like & getrecommendations! Published in 2018 at "Statistics and Computing"
DOI: 10.1007/s11222-017-9778-y
Abstract: The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on… read more here.
Keywords: laplace approximation; approximation; nested laplace; integrated nested ... See more keywords
Markov chain Monte Carlo inversion of mantle temperature and source composition, with application to Reykjanes Peninsula, Iceland
Sign Up to like & getrecommendations! Published in 2020 at "Earth and Planetary Science Letters"
DOI: 10.1016/j.epsl.2019.116007
Abstract: © 2019 The Authors The compositions and volumes of basalt generated by partial melting of the Earth's mantle provide fundamental constraints on the thermo-chemical conditions of the upper mantle. However, using melting products to interpret… read more here.
Keywords: temperature; source; reykjanes peninsula; mantle source ... See more keywords
An introduction of Markov chain Monte Carlo method to geochemical inverse problems: Reading melting parameters from REE abundances in abyssal peridotites
Sign Up to like & getrecommendations! Published in 2017 at "Geochimica et Cosmochimica Acta"
DOI: 10.1016/j.gca.2016.12.040
Abstract: Abstract Markov chain Monte Carlo (MCMC) simulation is a powerful statistical method in solving inverse problems that arise from a wide range of applications. In Earth sciences applications of MCMC simulations are primarily in the… read more here.
Keywords: chain; method; markov chain; inverse problems ... See more keywords
Markov Chain Monte Carlo Electrical Impedance Tomography Reconstruction through Intervalar Evaluation
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.11.606
Abstract: Abstract Markov chain Monte Carlo algorithms are used to sample complex distributions and, as such, are suitable for Baesyan reconstructions of inverse problems. Electrical impedance tomography reconstructions pose such problems, but the evaluation of their… read more here.
Keywords: impedance tomography; monte carlo; markov chain; electrical impedance ... See more keywords
CU-MSDSp: A flexible parallelized Reversible jump Markov chain Monte Carlo method
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DOI: 10.1016/j.softx.2021.100664
Abstract: Abstract Reversible jump Markov chain Monte Carlo (RJMCMC) is a powerful Bayesian trans-dimensional algorithm for performing model selection while inferring the distribution of model parameters. The present work introduces CU-MSDSp as an open source and… read more here.
Keywords: monte carlo; chain monte; markov chain; jump markov ... See more keywords
Bayesian Inference with Markov Chain Monte Carlo–Based Numerical Approach for Input Model Updating
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Computing in Civil Engineering"
DOI: 10.1061/(asce)cp.1943-5487.0000862
Abstract: AbstractStochastic, discrete-event simulation modeling has emerged as a useful tool for facilitating decision making in construction. Owing to the rigidity inherent to distribution-based inputs, cu... read more here.
Keywords: bayesian inference; inference markov; monte carlo; markov chain ... See more keywords
Application of continuous Markov-chain Monte-Carlo method to multi-unit risk evaluations considering interdependence of accident progression among multiple units
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Nuclear Science and Technology"
DOI: 10.1080/00223131.2021.1940341
Abstract: ABSTRACT The accident in Fukushima Dai-ichi nuclear power plants reconfirms the necessity of the safety assessment considering multiple nuclear reactor units. However, consideration of the interdependency among safety systems or events in multiple units as… read more here.
Keywords: multiple units; risk; method; markov chain ... See more keywords